Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47377.85 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45979.86 Kr¶

PnL: ---------------------------------------> -908.71 Kr¶

DD now: ---------------------------------> -2.575 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 11:23:00.713115'

Anic Portfolio¶

Today¶

Return: 0.144 %¶

This Week¶

Return: -1.117 %¶

Total¶

Return: 55.103 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 -0.130000 2768.500000 132.500000 5.030000 2636.000010
HMS Networks 2 -1.110000 782.000000 109.000000 16.200000 673.000000
SAAB B 8 0.050000 3444.800000 67.800000 2.010000 3377.000000
Nordea Bank Abp 29 0.700000 3507.840000 53.840000 1.560000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.670000 392.400000 37.400000 10.540000 355.000000
Resurs Holding 22 1.560000 603.020000 29.020000 5.060000 573.999998
Intrum 4 1.320000 552.000000 25.000000 4.740000 527.000000
Corem Property Group B 59 0.100000 599.440000 22.440000 3.890000 576.999999
Boozt 12 0.180000 1674.600000 20.600000 1.250000 1653.999996
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Swedbank A 3 0.700000 579.900000 15.900000 2.820000 564.000000
Norva24 Group 16 0.870000 558.720000 15.720000 2.900000 543.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Securitas B 6 1.420000 584.280000 14.280000 2.510000 570.000000
OEM International B 7 -0.900000 541.100000 13.100000 2.480000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.170000 249.600000 3.600000 1.460000 246.000000
Coor Service Management Hold. 8 0.000000 535.600000 3.600000 0.680000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.370000 542.000000 -4.000000 -0.730000 546.000000
Midsona B 63 0.220000 569.520000 -13.480000 -2.310000 582.999984
International Petroleum Corp. 5 3.890000 573.500000 -21.070000 -3.540000 594.565215
Essity B 2 0.180000 550.200000 -23.800000 -4.150000 574.000000
CTEK 13 -4.070000 509.080000 -24.920000 -4.670000 533.999999
Essity A 4 0.550000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -1.860000 2750.800000 -220.200000 -7.410000 2971.000006
OX2 18 0.440000 1424.700000 -239.300000 -14.380000 1663.999992
Axfood 13 0.340000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 45979.860000 -908.710000 -2.57463% 46888.564618

Updated:¶

'2023-01-27 11:23:13.787395'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶